+3,214.7%
MAR vs RVTY
+1,428.8%
+1,785.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +1.0% | -0.7% | +1.8% | +1.2% |
| 30D | +16.2% | +1.7% | +14.5% | +15.2% |
| 3M | +23.1% | +36.8% | -13.8% | +11.0% |
| 6M | +22.0% | +60.1% | -38.1% | +4.2% |
| YTD | +39.2% | +64.0% | -24.8% | +17.2% |
| 1Y | +48.3% | +68.2% | -20.0% | +23.8% |
| 3Y | +123.4% | +88.8% | +34.6% | +76.2% |
| 5Y | +185.4% | -10.5% | +195.9% | +174.4% |
| 10Y | +539.2% | +219.7% | +319.5% | +311.0% |
| All | +3,214.7% | +1,428.8% | +1,785.8% | +1,201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling